Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50788.82 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45234.3 Kr¶

PnL: ---------------------------------------> -343.29 Kr¶

DD now: ---------------------------------> -4.389 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:01:30.790483'

Anic Portfolio¶

Today¶

Return: 0.074 %¶

This Week¶

Return: 0.074 %¶

Total portfolio value¶

Return including deposits: 66.27 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
Hexatronic Group 15 3.450000 1087.200000 19.500000 1.830000 1067.700000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.890000 1116.000000 15.000000 1.360000 1101.000000
Orrön Energy 170 -2.500000 2054.450000 13.600000 0.670000 2040.850000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.980000 893.600000 10.400000 1.180000 883.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Hennes & Mauritz B 6 -0.180000 918.600000 8.640000 0.950000 909.960000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Atrium Ljungberg B 5 -0.110000 907.500000 6.000000 0.670000 901.500000
HEXPOL B 8 -0.410000 960.800000 5.600000 0.590000 955.200000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
Sandvik 4 -1.210000 848.000000 2.400000 0.280000 845.600000
JM 7 -1.240000 949.900000 2.100000 0.220000 947.800000
SKF B 5 -1.190000 979.750000 1.750000 0.180000 978.000000
Latour B 4 -2.860000 855.600000 1.600000 0.190000 854.000000
ASSA ABLOY B 4 -1.390000 991.600000 0.800000 0.080000 990.800000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
Biotage 1 -7.600000 145.800000 -1.700000 -1.150000 147.500000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
BioGaia B 8 -2.010000 899.200000 -3.200000 -0.350000 902.400000
Gränges 10 3.720000 1032.000000 -4.000000 -0.390000 1036.000000
Catena 2 -0.300000 799.600000 -4.000000 -0.500000 803.600000
Hoist Finance 36 0.360000 1002.600000 -5.400000 -0.540000 1008.000000
Byggmax Group 33 -2.220000 958.320000 -6.600000 -0.680000 964.920000
Vitrolife 3 -2.020000 669.000000 -8.000000 -1.180000 677.000001
EQT 4 -2.760000 861.200000 -9.600000 -1.100000 870.800000
OX2 12 -4.230000 895.800000 -10.800000 -1.190000 906.600000
Investor B 3 -1.580000 644.400000 -13.600000 -2.070000 657.999999
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -1.720000 2656.080000 -327.500000 -10.980000 2983.577733
TOTAL 45234.300000 -343.290000 -4.38915% 45577.591729

Updated:¶

'2023-06-19 14:01:47.778193'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶